-2.5%
PFE vs HTZ
-86.4%
+84.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.6% | -1.3% |
| 7D | +1.8% | +7.5% | -5.7% | +1.5% |
| 30D | +10.2% | +47.4% | -37.2% | +8.2% |
| 3M | +12.7% | -54.9% | +67.6% | +15.0% |
| 6M | +10.5% | -47.0% | +57.5% | +11.9% |
| YTD | +20.2% | -55.3% | +75.4% | +22.2% |
| 1Y | +24.1% | -57.6% | +81.7% | +26.0% |
| All | -2.5% | -86.4% | +84.0% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded HTZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling